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Nonparametric Estimation with Aggregated Data

Linton, Oliver B. - 2008

We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intra-family component but require that observations from different families be in dependent. We establish consistency and asymptotic...

Persistent link: https://www.econbiz.de/10012771053

Strategy-Proof Judgment Aggregation

Dietrich, Franz - 2008

In the theory of judgment aggregation on logically connected propositions, an important question remains open: Which … aggregation rules are manipulable and which are strategy-proof? We define manipulability and strategy-proofness in judgment … aggregation, characterize all strategy-proof aggregation rules, and prove an impossibility theorem similar to the Gibbard …

Persistent link: https://www.econbiz.de/10012771347

Loch Linear Fitting Under Near Epoch Dependence : Uniform Consistency with Convergence Rate

Li, Degui - 2010

Local linear fitting is a popular nonparametric method in nonlinear statistical and econometric modelling. Lu and Linton (2007) established the point wise asymptotic distribution (central limit theorem) for the local linear estimator of nonparametric regression function under the condition of...

Persistent link: https://www.econbiz.de/10013135542

Estimation of Structural Optimization Models : A Note on Identification

Srisuma, Sorawoot - 2010

Bajari, Benkard and Levin (2007) propose an estimation methodology for a broad class of dynamic optimization problems. To carry out their procedure, one needs to select a set of alternative policy functions and compare the implied expected payoffs with that from the data. We show that this can...

Persistent link: https://www.econbiz.de/10013135543

Perceptions of Risk : An Experimental Approach Using Internet Questionnaires

Cowell, Frank - 2008

Building on previous studies on perceptions of inequality, welfare and risk we investigate the structure of individualsamp;apos' rankings of uncertain prospects in terms of risk and their relationship to individual preferences. We examine three interlinked propositions that are fundamental to...

Persistent link: https://www.econbiz.de/10012772623

Convergence Club Empirics : Some Dynamics and Explanations of Unequal Growth Across Indian States

Bandyopadhyay, Sanghamitra - 2008

This paper documents the convergence of incomes across Indian states over the period 1965 to 1998. It departs from traditional analyses of convergence by tracking the evolution of the entire income distribution, instead of standard regression and time series analyses. The findings reveal...

Persistent link: https://www.econbiz.de/10012772625

Sticks and Carrots

Cowell, Frank - 2008

The tax-payer-as-gambler (TAG) model of tax non-compliance is the classic vehicle for providing some simple insights. Under fairly general conditions this model supports the following four propositions: (1) if the rate of return to evasion is positive everyone evades tax' (2) people with higher...

Persistent link: https://www.econbiz.de/10012772627

Theil, Inequality and the Structure of Income Distribution

Cowell, Frank - 2008

This paper documents the impact of Argentinaamp;apos's recent economic crises on different aspects of poverty, with a special focus on the economic collapse of 2002. We discuss the methodology of poverty measurement in Argentina and we use a simple rule to compensate for the lack of regional...

Persistent link: https://www.econbiz.de/10012772629

Preference Reversals and the Analysis of Income Distributions

Amiel, Yoram - 2008

It is known from the literature on uncertainty that in cases where individuals express a preference for a high win-probability bet over a bet with high winnings they nevertheless will bid more to obtain the bet with high winnings. We investigate whether a similar phenomenon applies in the...

Persistent link: https://www.econbiz.de/10012772631

Efficient Estimation of the Semiparametric Spatial Autoregressive Model

2008

Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing nonstochastic explanatory variables and innovations suspected to be non-normal. The main stress is on the case of distribution of unknown, nonparametric, form, where series...

Persistent link: https://www.econbiz.de/10012770893

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